In a similar fashion you could've posted a link to running an SQL join query from Excel (which is surely doable for a trained user). Technically it's possible, but it would be wrong to pretend like the join is done in Excel.
Power Query is an Excel add-on, and has been around much longer than Power BI and has nothing to do with it. This has been possible for almost a decade, since Excel integrated a robust in-memory columnar database capable of dealing with millions of rows.
> it would be wrong to pretend like the join is done in Excel
The join is done in Excel, I don't need to pretend. That you think Excel is just a bunch of sheets and cells is your own mistaken mental model of what the program is and can do.
Here's another reference:
"Now that Excel has a built-in Data Model"
https://support.microsoft.com/en-us/office/create-a-relation...
Something that is as simple as this: https://www.youtube.com/watch?v=RYCtoRTEk84
Here's a video of the process:
https://support.microsoft.com/en-us/office/merge-queries-and...
Here's another video: